|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue May 04, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100504 |
975.25 |
980.50 |
963.75 |
977.00 |
+1.25 |
13,964 |
12,381 |
-3,249 |
| Jul10 |
100504 |
986.00 |
990.50 |
974.00 |
987.00 |
+0.50 |
62,646 |
242,930 |
+134 |
| Aug10 |
100504 |
984.00 |
989.00 |
973.00 |
984.75 |
-0.75 |
3,895 |
17,949 |
+800 |
| Sep10 |
100504 |
971.00 |
973.25 |
960.25 |
970.00 |
-2.50 |
832 |
11,315 |
+186 |
| Nov10 |
100504 |
965.75 |
969.25 |
954.00 |
963.00 |
-3.50 |
16,208 |
158,182 |
+1,561 |
| Jan11 |
100504 |
975.25 |
978.25 |
963.50 |
971.25 |
-4.00 |
877 |
10,373 |
+45 |
| Mar11 |
100504 |
971.25 |
980.75 |
970.50 |
976.75 |
-4.00 |
529 |
5,181 |
+49 |
| Total Volume and Open Interest |
100,735 |
478,026 |
+38 |
| Soybean Meal(CBOT) |
| May10 |
100504 |
283.20 |
287.60 |
280.50 |
285.50 |
+2.80 |
5,587 |
6,839 |
-783 |
| Jul10 |
100504 |
285.50 |
290.00 |
282.50 |
287.80 |
+2.80 |
28,790 |
107,381 |
-190 |
| Aug10 |
100504 |
284.20 |
287.60 |
281.00 |
285.60 |
+1.90 |
3,169 |
15,088 |
+1,435 |
| Sep10 |
100504 |
279.40 |
282.50 |
276.50 |
280.40 |
+1.00 |
1,027 |
11,140 |
+54 |
| Oct10 |
100504 |
272.40 |
274.60 |
269.20 |
272.80 |
+0.90 |
737 |
8,361 |
+135 |
| Dec10 |
100504 |
271.90 |
273.80 |
268.20 |
272.00 |
+0.80 |
6,048 |
31,468 |
-21 |
| Jan11 |
100504 |
272.00 |
274.30 |
269.70 |
272.50 |
+0.60 |
129 |
4,430 |
+96 |
| Mar11 |
100504 |
272.70 |
275.50 |
271.70 |
273.40 |
+0.50 |
120 |
3,474 |
+24 |
| Total Volume and Open Interest |
45,734 |
192,400 |
+739 |
| Soybean Oil(CBOT) |
| May10 |
100504 |
38.69 |
38.69 |
38.18 |
38.36 |
-0.29 |
14,838 |
10,932 |
-5,942 |
| Jul10 |
100504 |
39.01 |
39.06 |
38.50 |
38.68 |
-0.33 |
51,296 |
156,832 |
+4,859 |
| Aug10 |
100504 |
39.16 |
39.23 |
38.69 |
38.88 |
-0.32 |
7,007 |
21,420 |
+670 |
| Sep10 |
100504 |
39.30 |
39.35 |
38.80 |
39.03 |
-0.31 |
1,708 |
13,473 |
+218 |
| Oct10 |
100504 |
39.45 |
39.49 |
38.99 |
39.17 |
-0.30 |
1,770 |
10,889 |
+88 |
| Dec10 |
100504 |
39.83 |
39.90 |
39.37 |
39.55 |
-0.31 |
11,918 |
55,844 |
+2,946 |
| Jan11 |
100504 |
40.05 |
40.05 |
39.70 |
39.81 |
-0.30 |
148 |
3,428 |
-3 |
| Mar11 |
100504 |
40.15 |
40.15 |
39.85 |
40.06 |
-0.30 |
20 |
1,941 |
+11 |
| Total Volume and Open Interest |
88,782 |
278,039 |
+2,856 |
| Canola(WCE) |
| May10 |
100504 |
388.4 |
388.5 |
386.0 |
387.1 |
+1.1 |
329 |
903 |
-213 |
| Jul10 |
100504 |
387.9 |
388.8 |
385.4 |
387.1 |
+0.1 |
6,139 |
86,709 |
-5,194 |
| Nov10 |
100504 |
389.9 |
391.5 |
388.4 |
389.9 |
unch |
1,778 |
30,903 |
-467 |
| Jan11 |
100504 |
394.5 |
395.9 |
392.7 |
394.2 |
-0.2 |
201 |
2,274 |
+85 |
| Mar11 |
100504 |
397.2 |
398.7 |
396.8 |
397.6 |
-0.2 |
110 |
1,327 |
+32 |
| Total Volume and Open Interest |
8,652 |
123,353 |
-5,701 |
| Corn(CBOT) |
| May10 |
100504 |
362.25 |
362.75 |
353.50 |
360.00 |
-2.75 |
26,530 |
20,422 |
-5,578 |
| Jul10 |
100504 |
371.00 |
371.50 |
362.50 |
369.00 |
-2.50 |
135,019 |
530,324 |
+3,757 |
| Sep10 |
100504 |
379.25 |
380.50 |
371.50 |
377.75 |
-2.50 |
22,203 |
160,135 |
+4,013 |
| Dec10 |
100504 |
388.75 |
390.00 |
381.50 |
387.00 |
-2.50 |
49,673 |
335,823 |
+3,067 |
| Mar11 |
100504 |
401.00 |
402.50 |
394.75 |
399.75 |
-2.00 |
4,095 |
47,158 |
+899 |
| May11 |
100504 |
407.00 |
409.00 |
404.00 |
408.75 |
-1.75 |
623 |
9,417 |
+105 |
| Total Volume and Open Interest |
242,334 |
1,172,018 |
+7,807 |
| Wheat(CBOT) |
| May10 |
100504 |
489.00 |
500.50 |
483.00 |
499.75 |
+9.75 |
10,948 |
6,416 |
-3,322 |
| Jul10 |
100504 |
501.50 |
512.00 |
493.25 |
510.75 |
+9.00 |
42,547 |
242,872 |
+3,256 |
| Sep10 |
100504 |
517.50 |
527.50 |
509.25 |
526.50 |
+8.75 |
4,406 |
80,732 |
+846 |
| Dec10 |
100504 |
543.75 |
554.50 |
536.50 |
553.00 |
+8.00 |
3,447 |
70,137 |
+833 |
| Mar11 |
100504 |
571.00 |
581.00 |
564.00 |
580.25 |
+8.00 |
892 |
16,052 |
+281 |
| Total Volume and Open Interest |
64,019 |
447,458 |
+2,650 |
| Wheat(KCBT) |
| May10 |
100504 |
500.00 |
514.00 |
498.00 |
514.00 |
+10.00 |
1,583 |
1,330 |
-845 |
| Jul10 |
100504 |
512.25 |
523.00 |
507.00 |
522.50 |
+9.50 |
9,707 |
68,451 |
+302 |
| Sep10 |
100504 |
524.50 |
535.00 |
519.00 |
534.00 |
+9.50 |
1,857 |
13,792 |
+185 |
| Dec10 |
100504 |
543.00 |
552.00 |
536.75 |
551.75 |
+9.50 |
1,213 |
45,368 |
+290 |
| Mar11 |
100504 |
559.75 |
569.75 |
555.00 |
569.25 |
+9.75 |
150 |
9,765 |
+75 |
| Total Volume and Open Interest |
14,911 |
148,846 |
+106 |
| Wheat(MGE) |
| May10 |
100504 |
520.25 |
532.00 |
520.25 |
532.00 |
+8.50 |
379 |
640 |
-933 |
| Jul10 |
100504 |
535.25 |
543.50 |
528.75 |
542.50 |
+7.00 |
3,174 |
19,530 |
+48 |
| Sep10 |
100504 |
546.00 |
555.25 |
540.25 |
554.25 |
+7.75 |
492 |
7,487 |
+130 |
| Dec10 |
100504 |
563.50 |
573.25 |
558.25 |
572.50 |
+7.50 |
412 |
7,486 |
+298 |
| Mar11 |
100504 |
576.00 |
589.75 |
575.25 |
589.00 |
+7.25 |
190 |
1,656 |
+34 |
| Total Volume and Open Interest |
4,755 |
40,528 |
-390 |
| Oats(CBOT) |
| May10 |
100504 |
206.00 |
206.00 |
201.25 |
203.25 |
-1.75 |
191 |
174 |
-371 |
| Jul10 |
100504 |
212.50 |
213.25 |
205.25 |
208.25 |
-4.75 |
470 |
12,190 |
-19 |
| Sep10 |
100504 |
216.50 |
221.25 |
216.25 |
216.75 |
-4.50 |
51 |
1,235 |
+31 |
| Dec10 |
100504 |
232.00 |
233.50 |
227.00 |
228.75 |
-4.75 |
85 |
2,768 |
-3 |
| Total Volume and Open Interest |
798 |
16,380 |
-361 |
| Rough Rice(CBOT) |
| May10 |
100504 |
12.17 |
12.26 |
11.95 |
12.09 |
-0.17 |
1,101 |
1,037 |
-586 |
| Jul10 |
100504 |
12.45 |
12.49 |
12.11 |
12.32 |
-0.18 |
1,539 |
9,281 |
-168 |
| Sep10 |
100504 |
12.06 |
12.14 |
11.84 |
11.95 |
-0.11 |
68 |
3,183 |
+26 |
| Nov10 |
100504 |
12.14 |
12.18 |
12.00 |
12.06 |
-0.12 |
50 |
1,518 |
-2 |
| Total Volume and Open Interest |
2,760 |
16,143 |
-731 |
| Live Cattle(CME) |
| Jun10 |
100504 |
95.580 |
96.680 |
94.800 |
96.035 |
+0.500 |
19,362 |
154,953 |
-1,513 |
| Aug10 |
100504 |
94.980 |
95.580 |
94.050 |
95.150 |
+0.200 |
11,249 |
93,495 |
+3,169 |
| Oct10 |
100504 |
96.450 |
96.830 |
95.535 |
96.450 |
unch |
4,549 |
58,598 |
+987 |
| Dec10 |
100504 |
98.035 |
98.150 |
97.100 |
98.000 |
-0.150 |
3,820 |
34,315 |
+741 |
| Feb11 |
100504 |
98.750 |
99.000 |
98.050 |
98.930 |
+0.045 |
1,087 |
17,298 |
+303 |
| Apr11 |
100504 |
98.900 |
99.000 |
98.150 |
99.000 |
-0.080 |
162 |
6,326 |
+54 |
| Total Volume and Open Interest |
40,330 |
367,743 |
+2,828 |
| Feeder Cattle(CME) |
| May10 |
100504 |
113.480 |
113.650 |
112.500 |
113.430 |
+0.030 |
706 |
10,024 |
-186 |
| Aug10 |
100504 |
116.800 |
117.050 |
115.785 |
116.600 |
-0.050 |
2,644 |
25,518 |
+224 |
| Sep10 |
100504 |
116.450 |
116.850 |
115.680 |
116.635 |
+0.155 |
222 |
5,169 |
+25 |
| Oct10 |
100504 |
115.730 |
116.135 |
114.885 |
116.050 |
+0.265 |
148 |
2,339 |
+39 |
| Nov10 |
100504 |
115.400 |
115.800 |
114.700 |
115.800 |
+0.320 |
106 |
1,213 |
+30 |
| Jan11 |
100504 |
113.000 |
113.500 |
112.600 |
113.300 |
-0.100 |
9 |
282 |
+8 |
| Mar11 |
100504 |
112.450 |
112.450 |
112.450 |
112.450 |
+0.150 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
3,835 |
44,580 |
-1,295 |
| Lean Hogs(CME) |
| May10 |
100504 |
89.430 |
90.100 |
88.635 |
90.035 |
+0.205 |
1,230 |
5,914 |
-133 |
| Jun10 |
100504 |
87.100 |
87.100 |
85.950 |
86.750 |
-0.180 |
16,520 |
84,004 |
+1,349 |
| Jul10 |
100504 |
87.350 |
87.400 |
86.350 |
87.150 |
-0.235 |
5,782 |
34,549 |
+909 |
| Aug10 |
100504 |
87.180 |
87.250 |
86.100 |
86.950 |
-0.250 |
5,933 |
44,736 |
+2,384 |
| Oct10 |
100504 |
77.100 |
77.200 |
75.975 |
76.975 |
-0.250 |
1,881 |
30,410 |
+480 |
| Dec10 |
100504 |
74.250 |
74.250 |
73.100 |
73.650 |
-0.680 |
1,454 |
20,837 |
+542 |
| Feb11 |
100504 |
74.200 |
74.400 |
73.500 |
74.400 |
-0.235 |
124 |
5,669 |
+22 |
| Apr11 |
100504 |
75.135 |
75.180 |
74.600 |
75.150 |
-0.150 |
93 |
2,596 |
+78 |
| Total Volume and Open Interest |
33,064 |
229,584 |
+5,682 |
| Pork Bellies(CME) |
| May10 |
100504 |
100.000 |
101.200 |
99.680 |
101.200 |
+1.470 |
3 |
71 |
-3 |
| Jul10 |
100504 |
99.500 |
102.500 |
99.500 |
100.500 |
+1.000 |
3 |
112 |
-2 |
| Aug10 |
100504 |
96.500 |
97.250 |
96.500 |
96.500 |
+1.500 |
0 |
22 |
+0 |
| Feb11 |
100504 |
98.500 |
98.500 |
98.500 |
98.500 |
+1.000 |
0 |
1 |
+0 |
| Mar11 |
100504 |
99.000 |
99.000 |
99.000 |
99.000 |
+1.000 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
6 |
207 |
-5 |
| Class III Milk(CME) |
| May10 |
100504 |
13.30 |
13.36 |
13.22 |
13.22 |
-0.14 |
134 |
4,702 |
-24 |
| Jun10 |
100504 |
13.84 |
13.84 |
13.67 |
13.71 |
-0.12 |
244 |
4,468 |
-58 |
| Jul10 |
100504 |
14.55 |
14.57 |
14.40 |
14.45 |
-0.09 |
69 |
3,254 |
+14 |
| Aug10 |
100504 |
15.13 |
15.14 |
15.04 |
15.10 |
-0.04 |
46 |
3,050 |
+7 |
| Sep10 |
100504 |
15.29 |
15.29 |
15.16 |
15.22 |
-0.04 |
48 |
2,927 |
+10 |
| Total Volume and Open Interest |
595 |
26,523 |
-4,376 |
| Cocoa(ICE) |
| May10 |
100504 |
3222 |
3222 |
3138 |
3159 |
-61 |
2 |
50 |
+0 |
| Jul10 |
100504 |
3233 |
3243 |
3135 |
3172 |
-61 |
8,747 |
61,435 |
-891 |
| Sep10 |
100504 |
3254 |
3263 |
3159 |
3194 |
-60 |
1,335 |
25,230 |
+339 |
| Dec10 |
100504 |
3268 |
3272 |
3175 |
3213 |
-56 |
643 |
15,438 |
+125 |
| Mar11 |
100504 |
3281 |
3282 |
3200 |
3233 |
-52 |
572 |
14,387 |
+15 |
| May11 |
100504 |
3287 |
3288 |
3221 |
3239 |
-53 |
102 |
6,308 |
+88 |
| Jul11 |
100504 |
3248 |
3248 |
3248 |
3248 |
-51 |
0 |
2,849 |
+0 |
| Total Volume and Open Interest |
11,469 |
130,525 |
-301 |
| Coffee "C"(ICE) |
| May10 |
100504 |
138.25 |
138.25 |
136.35 |
137.40 |
-1.00 |
60 |
387 |
-78 |
| Jul10 |
100504 |
138.55 |
138.70 |
136.40 |
137.50 |
-1.05 |
8,057 |
78,949 |
-537 |
| Sep10 |
100504 |
139.60 |
139.90 |
137.80 |
138.85 |
-1.05 |
1,188 |
24,690 |
+366 |
| Dec10 |
100504 |
141.50 |
141.50 |
139.35 |
140.45 |
-1.00 |
581 |
17,409 |
+118 |
| Mar11 |
100504 |
142.75 |
142.75 |
140.75 |
141.80 |
-1.00 |
106 |
7,442 |
+0 |
| May11 |
100504 |
143.50 |
143.50 |
142.50 |
142.60 |
-1.00 |
67 |
3,983 |
+39 |
| Total Volume and Open Interest |
10,164 |
135,557 |
-78 |
| Orange Juice(ICE) |
| May10 |
100504 |
135.90 |
136.60 |
134.05 |
134.35 |
-0.05 |
1,130 |
2,549 |
-1,237 |
| Jul10 |
100504 |
137.25 |
138.45 |
137.00 |
137.45 |
+0.05 |
1,415 |
19,069 |
+539 |
| Sep10 |
100504 |
139.00 |
139.85 |
138.65 |
138.90 |
-0.10 |
245 |
6,224 |
+226 |
| Nov10 |
100504 |
140.50 |
140.50 |
139.90 |
139.90 |
-0.30 |
110 |
1,256 |
+87 |
| Jan11 |
100504 |
140.75 |
140.75 |
140.75 |
140.75 |
-0.35 |
36 |
798 |
+17 |
| Mar11 |
100504 |
141.10 |
141.10 |
141.10 |
141.10 |
+0.60 |
21 |
169 |
+9 |
| Total Volume and Open Interest |
2,967 |
30,346 |
-349 |
| Sugar #11(ICE) |
| Jul10 |
100504 |
15.10 |
15.15 |
14.41 |
14.51 |
-0.47 |
32,792 |
292,127 |
+1,481 |
| Oct10 |
100504 |
15.67 |
15.78 |
15.09 |
15.14 |
-0.53 |
10,849 |
147,844 |
+939 |
| Mar11 |
100504 |
16.45 |
16.45 |
15.93 |
15.97 |
-0.48 |
3,577 |
74,814 |
+467 |
| May11 |
100504 |
16.17 |
16.17 |
15.84 |
15.90 |
-0.43 |
721 |
23,487 |
+199 |
| Jul11 |
100504 |
16.00 |
16.00 |
15.75 |
15.81 |
-0.40 |
826 |
24,641 |
+145 |
| Total Volume and Open Interest |
50,392 |
623,466 |
-3,579 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100504 |
2408 |
2427 |
2368 |
2387 |
-16 |
7,264 |
49,058 |
+678 |
| Sep10 |
100504 |
2358 |
2378 |
2329 |
2347 |
-6 |
1,247 |
27,590 |
-129 |
| Dec10 |
100504 |
2315 |
2331 |
2279 |
2297 |
-7 |
360 |
19,450 |
+66 |
| Mar11 |
100504 |
2275 |
2296 |
2245 |
2266 |
-2 |
313 |
19,644 |
+5 |
| May11 |
100504 |
2279 |
2290 |
2267 |
2267 |
-3 |
10 |
4,074 |
-5 |
| Jul11 |
100504 |
2275 |
2275 |
2275 |
2275 |
unch |
0 |
774 |
+0 |
| Total Volume and Open Interest |
11,885 |
167,554 |
-12 |
| London Sugar(LCE) |
| Aug10 |
100504 |
468.00 |
468.00 |
451.80 |
453.20 |
-16.90 |
1,526 |
32,843 |
-161 |
| Oct10 |
100504 |
440.40 |
440.60 |
425.60 |
427.20 |
-16.90 |
493 |
11,802 |
+144 |
| Dec10 |
100504 |
432.60 |
432.60 |
422.30 |
423.50 |
-15.60 |
172 |
3,272 |
+94 |
| Mar11 |
100504 |
437.90 |
437.90 |
431.50 |
433.30 |
-14.30 |
26 |
2,312 |
-16 |
| May11 |
100504 |
431.60 |
435.30 |
431.60 |
434.30 |
-13.80 |
2 |
1,406 |
+0 |
| Total Volume and Open Interest |
2,220 |
52,027 |
+62 |
| Cotton(ICE) |
| May10 |
100504 |
81.43 |
82.19 |
79.59 |
79.59 |
-2.27 |
17 |
829 |
-40 |
| Jul10 |
100504 |
83.23 |
83.51 |
81.19 |
81.29 |
-1.94 |
5,424 |
120,362 |
-680 |
| Oct10 |
100504 |
80.50 |
80.50 |
79.51 |
79.81 |
-1.00 |
30 |
763 |
-23 |
| Dec10 |
100504 |
77.66 |
78.00 |
76.75 |
77.08 |
-0.81 |
2,554 |
58,227 |
+672 |
| Mar11 |
100504 |
78.58 |
78.58 |
78.00 |
78.25 |
-0.70 |
16 |
5,491 |
+3 |
| May11 |
100504 |
78.45 |
78.45 |
78.45 |
78.45 |
-0.66 |
1 |
188 |
+0 |
| Total Volume and Open Interest |
8,112 |
190,005 |
-10 |
| Lumber(CME) |
| May10 |
100504 |
287.4 |
291.6 |
281.8 |
282.2 |
-4.9 |
402 |
1,484 |
-160 |
| Jul10 |
100504 |
300.7 |
304.8 |
293.1 |
293.1 |
-7.3 |
749 |
6,772 |
-176 |
| Sep10 |
100504 |
304.6 |
308.5 |
299.3 |
301.0 |
-4.0 |
225 |
2,491 |
+77 |
| Nov10 |
100504 |
292.5 |
292.5 |
284.2 |
287.7 |
-5.2 |
41 |
652 |
+5 |
| Total Volume and Open Interest |
1,419 |
11,411 |
-252 |
| Crude Oil(NYM) |
| Jun10 |
100504 |
86.09 |
86.24 |
82.05 |
82.74 |
-3.45 |
392,139 |
355,407 |
+2,485 |
| Jul10 |
100504 |
89.02 |
89.33 |
85.19 |
85.76 |
-3.39 |
185,306 |
210,905 |
+12,324 |
| Aug10 |
100504 |
90.54 |
90.90 |
86.76 |
87.26 |
-3.51 |
67,957 |
93,095 |
+8,753 |
| Sep10 |
100504 |
91.51 |
91.73 |
87.66 |
88.15 |
-3.52 |
35,885 |
89,846 |
+4,678 |
| Oct10 |
100504 |
92.12 |
92.33 |
88.57 |
88.77 |
-3.48 |
16,039 |
38,467 |
+1,301 |
| Nov10 |
100504 |
92.11 |
92.17 |
88.72 |
89.26 |
-3.44 |
10,269 |
28,096 |
+640 |
| Dec10 |
100504 |
92.81 |
93.08 |
89.11 |
89.66 |
-3.40 |
51,461 |
207,967 |
+5,228 |
| Jan11 |
100504 |
92.30 |
92.30 |
89.93 |
89.93 |
-3.38 |
2,921 |
32,470 |
+228 |
| Feb11 |
100504 |
91.81 |
91.82 |
90.19 |
90.19 |
-3.36 |
1,647 |
14,025 |
-346 |
| Mar11 |
100504 |
92.51 |
92.57 |
90.21 |
90.44 |
-3.33 |
1,684 |
17,605 |
+23 |
| Apr11 |
100504 |
92.00 |
92.00 |
90.56 |
90.69 |
-3.29 |
989 |
12,843 |
-130 |
| May11 |
100504 |
90.94 |
90.94 |
90.94 |
90.94 |
-3.25 |
579 |
5,250 |
+23 |
| Jun11 |
100504 |
94.23 |
94.25 |
91.13 |
91.16 |
-3.23 |
2,362 |
39,715 |
+482 |
| Jul11 |
100504 |
91.34 |
91.34 |
91.34 |
91.34 |
-3.20 |
91 |
5,415 |
-30 |
| Aug11 |
100504 |
91.51 |
91.51 |
91.51 |
91.51 |
-3.18 |
82 |
3,882 |
+4 |
| Sep11 |
100504 |
91.70 |
91.70 |
91.70 |
91.70 |
-3.15 |
78 |
7,171 |
+34 |
| Total Volume and Open Interest |
788,332 |
1,446,580 |
+40,141 |
| e-miNY Crude Oil(NYM) |
| May10 |
100419 |
82.975 |
82.975 |
80.525 |
81.450 |
-1.800 |
6,906 |
4,826 |
-603 |
| Jun10 |
100427 |
83.900 |
84.350 |
81.725 |
82.450 |
-1.750 |
10,954 |
5,350 |
-124 |
| Jul10 |
100504 |
89.025 |
89.225 |
85.225 |
85.750 |
-3.400 |
1,250 |
1,837 |
+74 |
| Aug10 |
100504 |
90.650 |
90.650 |
86.775 |
87.250 |
-3.525 |
191 |
308 |
+59 |
| Sep10 |
100504 |
91.100 |
91.100 |
87.725 |
88.150 |
-3.525 |
0 |
16 |
+0 |
| Oct10 |
100504 |
90.700 |
90.700 |
88.350 |
88.775 |
-3.475 |
1 |
12 |
+0 |
| Nov10 |
100504 |
89.250 |
89.250 |
89.250 |
89.250 |
-3.450 |
|
|
|
| Dec10 |
100504 |
90.300 |
90.300 |
89.250 |
89.650 |
-3.400 |
28 |
77 |
+24 |
| Jan11 |
100504 |
89.925 |
89.925 |
89.925 |
89.925 |
-3.375 |
|
|
|
| Feb11 |
100504 |
90.200 |
90.200 |
90.200 |
90.200 |
-3.350 |
|
|
|
| Total Volume and Open Interest |
11,930 |
7,712 |
-211 |
| Heating Oil(NYM) |
| Jun10 |
100504 |
234.10 |
234.91 |
225.68 |
225.95 |
-8.56 |
62,921 |
109,323 |
+4,009 |
| Jul10 |
100504 |
236.80 |
237.35 |
228.25 |
228.50 |
-8.58 |
23,115 |
41,053 |
+1,486 |
| Aug10 |
100504 |
237.87 |
237.88 |
230.75 |
231.00 |
-8.53 |
8,807 |
26,559 |
+182 |
| Sep10 |
100504 |
238.95 |
239.40 |
232.36 |
233.49 |
-8.48 |
6,703 |
23,017 |
+492 |
| Oct10 |
100504 |
241.36 |
241.74 |
234.74 |
235.85 |
-8.47 |
2,637 |
14,381 |
+449 |
| Nov10 |
100504 |
244.16 |
244.16 |
237.38 |
238.33 |
-8.36 |
1,513 |
11,319 |
+220 |
| Dec10 |
100504 |
249.12 |
249.34 |
240.75 |
240.88 |
-8.19 |
12,534 |
35,414 |
+2,533 |
| Jan11 |
100504 |
248.88 |
249.05 |
242.80 |
243.58 |
-8.08 |
1,640 |
14,668 |
-31 |
| Feb11 |
100504 |
250.85 |
250.85 |
244.66 |
245.38 |
-8.01 |
1,073 |
5,193 |
-32 |
| Mar11 |
100504 |
251.38 |
251.42 |
245.46 |
246.08 |
-7.91 |
783 |
5,954 |
-88 |
| Apr11 |
100504 |
250.40 |
251.06 |
245.27 |
245.75 |
-7.79 |
622 |
2,652 |
+55 |
| May11 |
100504 |
247.88 |
247.95 |
245.68 |
245.68 |
-7.66 |
476 |
1,754 |
+202 |
| Total Volume and Open Interest |
125,321 |
313,223 |
+1,370 |
| Gasoline(NYMEX) |
| Jun10 |
100504 |
242.40 |
243.15 |
231.76 |
232.22 |
-11.29 |
55,094 |
117,584 |
+2,952 |
| Jul10 |
100504 |
242.91 |
243.40 |
231.41 |
232.97 |
-10.79 |
32,794 |
58,310 |
+2,802 |
| Aug10 |
100504 |
240.74 |
241.10 |
232.04 |
233.35 |
-10.36 |
12,323 |
31,949 |
-532 |
| Sep10 |
100504 |
240.61 |
240.61 |
231.72 |
232.92 |
-10.04 |
19,272 |
36,068 |
+2,406 |
| Oct10 |
100504 |
229.71 |
230.04 |
221.70 |
222.80 |
-9.76 |
5,554 |
17,735 |
+101 |
| Nov10 |
100504 |
228.64 |
228.64 |
221.05 |
222.08 |
-9.50 |
4,330 |
15,188 |
+180 |
| Dec10 |
100504 |
229.70 |
229.77 |
221.39 |
222.47 |
-9.30 |
5,025 |
12,222 |
+57 |
| Jan11 |
100504 |
227.73 |
227.75 |
223.42 |
224.21 |
-9.16 |
1,176 |
7,118 |
+240 |
| Feb11 |
100504 |
226.36 |
226.36 |
226.36 |
226.36 |
-9.08 |
155 |
1,566 |
+98 |
| Mar11 |
100504 |
228.60 |
228.60 |
228.60 |
228.60 |
-9.00 |
139 |
1,149 |
+62 |
| Total Volume and Open Interest |
136,246 |
310,280 |
+3,013 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100504 |
232.20 |
232.22 |
232.20 |
232.20 |
-11.30 |
0 |
17 |
+0 |
| Jul10 |
100504 |
233.00 |
233.00 |
232.97 |
233.00 |
-10.80 |
0 |
1 |
+0 |
| Aug10 |
100504 |
233.40 |
233.40 |
233.35 |
233.40 |
-10.30 |
0 |
1 |
+0 |
| Sep10 |
100504 |
232.90 |
232.92 |
232.90 |
232.90 |
-10.10 |
|
|
|
| Total Volume and Open Interest |
0 |
24 |
+0 |
| Natural Gas(NYM) |
| Jun10 |
100504 |
4.009 |
4.046 |
3.963 |
4.013 |
+0.013 |
109,368 |
171,684 |
+7,092 |
| Jul10 |
100504 |
4.130 |
4.165 |
4.085 |
4.133 |
+0.004 |
31,021 |
158,652 |
+2,607 |
| Aug10 |
100504 |
4.217 |
4.264 |
4.192 |
4.237 |
+0.004 |
13,325 |
55,026 |
+798 |
| Sep10 |
100504 |
4.296 |
4.329 |
4.258 |
4.307 |
+0.011 |
13,965 |
51,079 |
+1,492 |
| Oct10 |
100504 |
4.391 |
4.443 |
4.375 |
4.429 |
+0.015 |
14,305 |
70,770 |
+1,554 |
| Nov10 |
100504 |
4.810 |
4.858 |
4.789 |
4.850 |
+0.033 |
3,441 |
15,483 |
-158 |
| Dec10 |
100504 |
5.235 |
5.304 |
5.228 |
5.292 |
+0.042 |
5,572 |
32,618 |
+546 |
| Jan11 |
100504 |
5.462 |
5.519 |
5.440 |
5.512 |
+0.040 |
7,560 |
48,468 |
-37 |
| Feb11 |
100504 |
5.450 |
5.489 |
5.411 |
5.476 |
+0.044 |
1,096 |
17,488 |
+191 |
| Mar11 |
100504 |
5.353 |
5.403 |
5.322 |
5.390 |
+0.048 |
3,967 |
41,765 |
-165 |
| Apr11 |
100504 |
5.178 |
5.236 |
5.150 |
5.226 |
+0.053 |
3,223 |
37,306 |
+252 |
| May11 |
100504 |
5.224 |
5.257 |
5.224 |
5.249 |
+0.056 |
1,719 |
19,488 |
+254 |
| Jun11 |
100504 |
5.250 |
5.307 |
5.250 |
5.302 |
+0.057 |
182 |
6,572 |
+35 |
| Jul11 |
100504 |
5.305 |
5.378 |
5.305 |
5.371 |
+0.058 |
145 |
4,752 |
+103 |
| Aug11 |
100504 |
5.390 |
5.439 |
5.390 |
5.424 |
+0.059 |
129 |
5,102 |
+3 |
| Sep11 |
100504 |
5.386 |
5.478 |
5.380 |
5.459 |
+0.062 |
158 |
4,616 |
+71 |
| Total Volume and Open Interest |
211,178 |
857,764 |
+15,206 |
| Brent Crude Oil(ICE) |
| Jun10 |
100504 |
88.76 |
89.05 |
85.16 |
85.67 |
-3.27 |
143,760 |
222,384 |
+0 |
| Jul10 |
100504 |
89.87 |
90.05 |
86.15 |
86.66 |
-3.33 |
110,415 |
168,230 |
+0 |
| Aug10 |
100504 |
90.73 |
90.95 |
87.15 |
87.51 |
-3.35 |
50,718 |
71,277 |
+0 |
| Sep10 |
100504 |
91.38 |
91.49 |
87.96 |
88.19 |
-3.35 |
25,028 |
46,099 |
+0 |
| Oct10 |
100504 |
91.91 |
92.08 |
88.60 |
88.75 |
-3.31 |
11,286 |
22,319 |
+0 |
| Nov10 |
100504 |
92.32 |
92.51 |
89.02 |
89.20 |
-3.29 |
7,239 |
18,362 |
+0 |
| Dec10 |
100504 |
92.69 |
92.89 |
89.43 |
89.61 |
-3.28 |
24,415 |
98,327 |
+0 |
| Jan11 |
100504 |
93.13 |
93.14 |
89.80 |
89.96 |
-3.28 |
2,524 |
18,372 |
+0 |
| Feb11 |
100504 |
93.47 |
93.47 |
90.14 |
90.30 |
-3.28 |
1,516 |
9,599 |
+0 |
| Mar11 |
100504 |
90.63 |
90.63 |
90.63 |
90.63 |
-3.28 |
1,135 |
7,616 |
+0 |
| Apr11 |
100504 |
90.70 |
90.94 |
90.70 |
90.94 |
-3.28 |
698 |
4,456 |
+0 |
| May11 |
100504 |
91.22 |
91.22 |
91.22 |
91.22 |
-3.28 |
399 |
4,190 |
+0 |
| Jun11 |
100504 |
94.63 |
94.75 |
91.48 |
91.48 |
-3.27 |
906 |
18,643 |
+0 |
| Jul11 |
100504 |
91.74 |
91.74 |
91.74 |
91.74 |
-3.25 |
67 |
3,051 |
+0 |
| Total Volume and Open Interest |
384,581 |
813,137 |
+0 |
| Gas Oil(ICE) |
| May10 |
100504 |
743.25 |
745.75 |
714.50 |
724.25 |
-19.25 |
45,441 |
85,242 |
+0 |
| Jun10 |
100504 |
746.00 |
748.50 |
718.00 |
727.75 |
-18.75 |
79,539 |
123,329 |
+0 |
| Jul10 |
100504 |
751.00 |
753.00 |
723.25 |
732.25 |
-18.75 |
28,967 |
56,195 |
+0 |
| Aug10 |
100504 |
756.50 |
757.50 |
728.75 |
737.75 |
-18.75 |
15,275 |
33,237 |
+0 |
| Sep10 |
100504 |
762.25 |
762.75 |
734.75 |
743.25 |
-18.75 |
10,899 |
32,368 |
+0 |
| Oct10 |
100504 |
767.50 |
768.00 |
740.00 |
748.25 |
-19.00 |
7,571 |
24,836 |
+0 |
| Nov10 |
100504 |
772.00 |
772.50 |
745.00 |
753.00 |
-18.75 |
6,126 |
20,142 |
+0 |
| Dec10 |
100504 |
776.25 |
778.00 |
750.00 |
757.75 |
-18.25 |
19,678 |
93,670 |
+0 |
| Jan11 |
100504 |
782.25 |
782.25 |
760.75 |
763.00 |
-18.50 |
1,786 |
25,416 |
+0 |
| Feb11 |
100504 |
775.75 |
776.75 |
765.00 |
767.25 |
-18.50 |
1,057 |
13,035 |
+0 |
| Total Volume and Open Interest |
221,797 |
582,655 |
+0 |
| Ethanol(CBOT) |
| May10 |
100504 |
1.588 |
1.599 |
1.588 |
1.599 |
+0.002 |
135 |
232 |
-57 |
| Jun10 |
100504 |
1.600 |
1.623 |
1.600 |
1.619 |
-0.002 |
58 |
1,414 |
+6 |
| Jul10 |
100504 |
1.625 |
1.637 |
1.612 |
1.635 |
-0.001 |
119 |
1,397 |
+28 |
| Aug10 |
100504 |
1.612 |
1.643 |
1.612 |
1.638 |
-0.002 |
28 |
575 |
-5 |
| Sep10 |
100504 |
1.630 |
1.641 |
1.630 |
1.636 |
-0.004 |
70 |
724 |
+60 |
| Oct10 |
100504 |
1.640 |
1.647 |
1.640 |
1.641 |
-0.004 |
12 |
741 |
+10 |
| Nov10 |
100504 |
1.640 |
1.656 |
1.640 |
1.649 |
-0.004 |
25 |
681 |
-6 |
| Dec10 |
100504 |
1.659 |
1.665 |
1.659 |
1.661 |
-0.007 |
41 |
1,362 |
-1 |
| Total Volume and Open Interest |
592 |
8,603 |
+104 |
| US Dollar Index(ICE) |
| Jun10 |
100504 |
82.490 |
83.625 |
82.405 |
83.420 |
+1.020 |
16,620 |
46,660 |
-71 |
| Sep10 |
100504 |
82.870 |
83.725 |
82.870 |
83.700 |
+1.035 |
18 |
2,234 |
-4 |
| Dec10 |
100504 |
83.950 |
83.950 |
83.950 |
83.950 |
+1.035 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
16,638 |
48,896 |
-75 |
| Australian Dollar(CME) |
| Jun10 |
100504 |
92.16 |
92.29 |
90.38 |
90.41 |
-1.83 |
113,830 |
146,573 |
+3,614 |
| Sep10 |
100504 |
91.19 |
91.25 |
89.43 |
89.44 |
-1.81 |
316 |
655 |
+47 |
| Dec10 |
100504 |
88.47 |
90.25 |
88.47 |
88.47 |
-1.78 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
114,146 |
147,244 |
+3,661 |
| British Pound(CME) |
| Jun10 |
100504 |
152.37 |
152.63 |
150.88 |
151.59 |
-0.95 |
127,142 |
120,609 |
-2,086 |
| Sep10 |
100504 |
152.26 |
152.56 |
150.85 |
151.55 |
-0.94 |
319 |
1,750 |
-21 |
| Dec10 |
100504 |
151.70 |
152.45 |
150.90 |
151.52 |
-0.93 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
127,461 |
122,386 |
-2,107 |
| Canadian Dollar(CME) |
| Jun10 |
100504 |
99.00 |
99.00 |
97.47 |
97.54 |
-1.43 |
102,212 |
135,557 |
+1,434 |
| Sep10 |
100504 |
98.85 |
98.90 |
97.47 |
97.49 |
-1.41 |
519 |
4,348 |
+158 |
| Dec10 |
100504 |
98.13 |
98.71 |
97.33 |
97.33 |
-1.38 |
66 |
1,148 |
+25 |
| Mar11 |
100504 |
97.41 |
98.45 |
97.07 |
97.07 |
-1.38 |
9 |
267 |
+3 |
| Total Volume and Open Interest |
102,814 |
141,389 |
+1,620 |
| Japanese Yen(CME) |
| Jun10 |
100504 |
105.79 |
106.06 |
105.32 |
105.97 |
+0.21 |
128,667 |
145,293 |
+6,220 |
| Sep10 |
100504 |
105.89 |
106.17 |
105.48 |
106.09 |
+0.21 |
634 |
1,288 |
+111 |
| Dec10 |
100504 |
106.24 |
106.24 |
105.64 |
106.24 |
+0.21 |
1 |
86 |
+1 |
| Total Volume and Open Interest |
129,302 |
146,668 |
+6,332 |
| Swiss Franc(CME) |
| Jun10 |
100504 |
92.14 |
92.30 |
90.67 |
90.83 |
-1.44 |
61,262 |
50,762 |
+54 |
| Sep10 |
100504 |
92.05 |
92.39 |
90.84 |
90.96 |
-1.43 |
178 |
524 |
+7 |
| Dec10 |
100504 |
91.30 |
92.51 |
91.04 |
91.08 |
-1.43 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
61,440 |
51,296 |
+61 |
| EuroFX(CME) |
| Jun10 |
100504 |
131.90 |
132.16 |
129.82 |
130.05 |
-2.09 |
361,569 |
242,231 |
-1,401 |
| Sep10 |
100504 |
131.92 |
132.15 |
129.86 |
130.07 |
-2.08 |
1,248 |
3,504 |
-103 |
| Dec10 |
100504 |
131.67 |
132.16 |
130.00 |
130.09 |
-2.07 |
5 |
106 |
+1 |
| Total Volume and Open Interest |
362,822 |
245,894 |
-1,503 |
| Mexican Peso(CME) |
| May10 |
100504 |
797.2 |
817.5 |
797.2 |
797.2 |
-20.2 |
|
|
|
| Jun10 |
100504 |
812.2 |
812.2 |
793.2 |
794.5 |
-20.2 |
30,503 |
118,987 |
-2,209 |
| Total Volume and Open Interest |
30,503 |
119,556 |
-2,209 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100504 |
119~120 |
120~000 |
119~120 |
120~000 |
+1~090 |
|
|
|
| Sep10 |
100504 |
117~300 |
119~140 |
117~280 |
119~030 |
+1~110 |
1,886 |
4,977 |
+1,068 |
| Dec10 |
100504 |
117~220 |
118~000 |
116~160 |
117~250 |
+1~090 |
8 |
22 |
+8 |
| Total Volume and Open Interest |
351,882 |
715,414 |
+11,128 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100504 |
117~195 |
118~100 |
117~170 |
118~045 |
+0~210 |
1,132,647 |
1,702,792 |
+6,609 |
| Sep10 |
100504 |
116~100 |
117~010 |
116~055 |
116~275 |
+0~220 |
4,041 |
18,281 |
+2,159 |
| Dec10 |
100504 |
115~090 |
115~200 |
114~235 |
115~135 |
+0~220 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
1,136,688 |
1,721,081 |
+8,768 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100504 |
57~127 |
58~002 |
57~124 |
57~125 |
+0~025 |
|
|
|
| Sep10 |
100504 |
114~122 |
115~008 |
114~068 |
114~120 |
+0~052 |
2,581 |
4,297 |
+1,769 |
| Dec10 |
100504 |
113~112 |
113~112 |
113~060 |
113~112 |
+0~052 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
487,573 |
986,339 |
+11,868 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100504 |
108~094 |
108~111 |
108~092 |
108~105 |
+0~015 |
417,873 |
1,062,932 |
+1,062,932 |
| Sep10 |
100504 |
108~023 |
108~040 |
108~020 |
108~037 |
+0~017 |
3,118 |
12,232 |
+2,165 |
| Dec10 |
100504 |
107~097 |
107~097 |
107~078 |
107~097 |
+0~019 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
420,991 |
1,075,165 |
+51,030 |
| Eurodollars(CME) |
| Jun10 |
100504 |
99.525 |
99.550 |
99.480 |
99.495 |
-0.035 |
374,389 |
1,206,404 |
-4,349 |
| Sep10 |
100504 |
99.360 |
99.395 |
99.330 |
99.340 |
-0.020 |
333,553 |
1,123,824 |
+12,272 |
| Dec10 |
100504 |
99.130 |
99.175 |
99.100 |
99.120 |
-0.010 |
432,075 |
1,145,040 |
+896 |
| Mar11 |
100504 |
98.840 |
98.895 |
98.825 |
98.840 |
+0.005 |
322,766 |
755,133 |
+3,453 |
| Jun11 |
100504 |
98.515 |
98.580 |
98.510 |
98.530 |
+0.020 |
373,736 |
873,608 |
-5,215 |
| Sep11 |
100504 |
98.190 |
98.270 |
98.190 |
98.225 |
+0.035 |
304,120 |
683,118 |
-4,357 |
| Dec11 |
100504 |
97.880 |
97.965 |
97.870 |
97.920 |
+0.050 |
268,586 |
561,644 |
+9,410 |
| Mar12 |
100504 |
97.605 |
97.695 |
97.595 |
97.650 |
+0.055 |
218,972 |
353,594 |
+3,891 |
| Jun12 |
100504 |
97.325 |
97.425 |
97.325 |
97.380 |
+0.065 |
121,446 |
240,418 |
+1,273 |
| Sep12 |
100504 |
97.065 |
97.170 |
97.065 |
97.125 |
+0.070 |
96,919 |
197,868 |
+8,767 |
| Dec12 |
100504 |
96.805 |
96.920 |
96.805 |
96.875 |
+0.075 |
85,928 |
153,455 |
-1,633 |
| Mar13 |
100504 |
96.590 |
96.705 |
96.590 |
96.660 |
+0.080 |
64,795 |
130,753 |
+3,813 |
| Jun13 |
100504 |
96.375 |
96.485 |
96.375 |
96.445 |
+0.085 |
34,607 |
82,667 |
-270 |
| Sep13 |
100504 |
96.190 |
96.285 |
96.190 |
96.245 |
+0.085 |
29,733 |
83,123 |
+6,402 |
| Dec13 |
100504 |
95.995 |
96.080 |
95.985 |
96.045 |
+0.090 |
20,809 |
43,396 |
-363 |
| Mar14 |
100504 |
95.830 |
95.925 |
95.830 |
95.885 |
+0.090 |
13,468 |
40,965 |
-42 |
| Jun14 |
100504 |
95.670 |
95.770 |
95.660 |
95.725 |
+0.090 |
7,521 |
38,359 |
+1,176 |
| Sep14 |
100504 |
95.530 |
95.630 |
95.525 |
95.585 |
+0.095 |
6,640 |
26,388 |
+238 |
| Total Volume and Open Interest |
3,152,949 |
7,944,889 |
+40,378 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100504 |
99.790 |
99.790 |
99.780 |
99.785 |
-0.002 |
7,119 |
71,025 |
+857 |
| Jun10 |
100504 |
99.775 |
99.780 |
99.765 |
99.775 |
unch |
4,781 |
80,221 |
+650 |
| Jul10 |
100504 |
99.760 |
99.760 |
99.745 |
99.755 |
unch |
8,217 |
63,492 |
-316 |
| Aug10 |
100504 |
99.740 |
99.745 |
99.725 |
99.740 |
+0.005 |
9,021 |
74,177 |
+921 |
| Sep10 |
100504 |
99.705 |
99.715 |
99.695 |
99.710 |
+0.010 |
9,801 |
48,967 |
-2,736 |
| Oct10 |
100504 |
99.660 |
99.680 |
99.650 |
99.675 |
+0.020 |
6,965 |
70,481 |
-117 |
| Total Volume and Open Interest |
65,634 |
693,803 |
-383 |
| 30 Day Fed Funds(e-CBOT) |
| May10 |
090519 |
99.255 |
99.260 |
99.240 |
99.250 |
unch |
230 |
7,105 |
|
| Jun10 |
090519 |
99.210 |
99.210 |
99.200 |
99.200 |
unch |
98 |
1,033 |
|
| Jul10 |
090519 |
99.085 |
99.085 |
99.085 |
99.085 |
unch |
0 |
2,211 |
|
| Aug10 |
090519 |
98.995 |
98.995 |
98.995 |
98.995 |
unch |
0 |
1,623 |
|
| Sep10 |
090519 |
98.885 |
98.900 |
98.880 |
98.885 |
unch |
50 |
2,134 |
|
| Oct10 |
090519 |
98.820 |
98.820 |
98.810 |
98.820 |
unch |
0 |
454 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Jun10 |
100504 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.010 |
0 |
2,404 |
-301 |
| Sep10 |
100504 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.010 |
0 |
1,031 |
+0 |
| Dec10 |
100504 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.010 |
0 |
342 |
+0 |
| Mar11 |
100504 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.005 |
0 |
167 |
+0 |
| Jun11 |
100504 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.005 |
|
|
|
| Sep11 |
100504 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.005 |
|
|
|
| Dec11 |
100504 |
99.520 |
99.520 |
99.520 |
99.520 |
-0.005 |
|
|
|
| Mar12 |
100504 |
99.485 |
99.485 |
99.485 |
99.485 |
-0.005 |
|
|
|
| Jun12 |
100504 |
99.535 |
99.535 |
99.535 |
99.535 |
-0.005 |
|
|
|
| Sep12 |
100504 |
99.595 |
99.595 |
99.595 |
99.595 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
3,944 |
-301 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100504 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
114 |
4,991 |
-68 |
| Sep10 |
100504 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
3,042 |
+0 |
| Dec10 |
100504 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
1,418 |
+0 |
| Mar11 |
100504 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
0 |
1,735 |
+0 |
| Jun11 |
100504 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
0 |
106 |
+0 |
| Sep11 |
100504 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.01 |
0 |
51 |
+0 |
| Dec11 |
100504 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
0 |
102 |
+0 |
| Mar12 |
100504 |
99.49 |
99.49 |
99.49 |
99.49 |
0.00 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
114 |
12,889 |
+73 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100430 |
139.75 |
139.78 |
139.64 |
139.64 |
-0.13 |
1,157 |
16,941 |
+452 |
| Sep10 |
100430 |
139.78 |
139.78 |
139.59 |
139.59 |
-0.13 |
0 |
1 |
+1 |
| Dec10 |
100430 |
137.50 |
137.50 |
137.50 |
137.50 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
1,157 |
17,188 |
+247 |
| Euro-Bund(EUREX) |
| Jun10 |
100504 |
124.47 |
125.82 |
124.43 |
125.51 |
+1.01 |
821,376 |
1,066,532 |
+10,047 |
| Sep10 |
100504 |
123.95 |
125.25 |
123.95 |
124.96 |
+1.04 |
580 |
7,677 |
+223 |
| Dec10 |
100504 |
124.01 |
124.01 |
124.01 |
124.01 |
+0.51 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
821,956 |
1,074,210 |
+27,602 |
| Euro-Bobl(EUREX) |
| Jun10 |
100430 |
118.04 |
118.21 |
117.85 |
118.12 |
+0.06 |
644,375 |
802,039 |
-5,605 |
| Sep10 |
100504 |
117.66 |
118.33 |
117.63 |
118.19 |
+0.62 |
510 |
15,983 |
+0 |
| Dec10 |
100504 |
117.93 |
117.93 |
117.93 |
117.93 |
+0.59 |
|
|
|
| Total Volume and Open Interest |
502,853 |
842,255 |
+10,769 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100504 |
99.195 |
99.210 |
99.130 |
99.130 |
-0.065 |
567 |
6,318 |
-158 |
| Sep10 |
100504 |
99.080 |
99.080 |
99.015 |
99.020 |
-0.040 |
3 |
3,214 |
+0 |
| Dec10 |
100504 |
98.940 |
98.950 |
98.935 |
98.935 |
+0.005 |
11 |
1,561 |
+0 |
| Total Volume and Open Interest |
598 |
16,578 |
-163 |
| Long Gilt(LIFFE) |
| Jun10 |
100429 |
115~07 |
115~11 |
114~28 |
115~01 |
-0~02 |
100,428 |
287,007 |
+4,941 |
| Sep10 |
100504 |
115~12 |
115~12 |
115~12 |
115~12 |
+0~24 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
80,989 |
293,565 |
+765 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100504 |
99.21 |
99.23 |
99.17 |
99.18 |
-0.04 |
53,604 |
347,468 |
+16,065 |
| Sep10 |
100504 |
99.09 |
99.12 |
99.01 |
99.04 |
-0.05 |
51,375 |
443,932 |
+1,403 |
| Dec10 |
100504 |
98.86 |
98.91 |
98.82 |
98.85 |
-0.01 |
85,376 |
433,242 |
-3,722 |
| Mar11 |
100504 |
98.57 |
98.65 |
98.54 |
98.61 |
+0.05 |
78,982 |
261,317 |
-3,253 |
| Jun11 |
100504 |
98.22 |
98.34 |
98.20 |
98.31 |
+0.09 |
103,568 |
294,233 |
+211 |
| Sep11 |
100504 |
97.90 |
98.02 |
97.82 |
97.99 |
+0.11 |
60,027 |
201,518 |
-11,782 |
| Total Volume and Open Interest |
535,249 |
2,459,930 |
-8,832 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100504 |
99.195 |
99.215 |
99.125 |
99.135 |
-0.060 |
125,513 |
916,502 |
-8,213 |
| Sep10 |
100504 |
99.065 |
99.085 |
99.010 |
99.020 |
-0.040 |
157,911 |
832,904 |
-61 |
| Dec10 |
100504 |
98.935 |
98.965 |
98.925 |
98.940 |
+0.010 |
152,554 |
521,316 |
-16,790 |
| Total Volume and Open Interest |
853,119 |
4,189,385 |
-25,038 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100504 |
95.17 |
95.23 |
95.15 |
95.20 |
+0.01 |
25,849 |
282,730 |
-18,272 |
| Sep10 |
100504 |
94.87 |
94.94 |
94.85 |
94.91 |
+0.03 |
19,389 |
193,268 |
-6,025 |
| Dec10 |
100504 |
94.65 |
94.73 |
94.62 |
94.71 |
+0.05 |
9,709 |
125,398 |
+1,073 |
| Mar11 |
100504 |
94.48 |
94.54 |
94.45 |
94.54 |
+0.06 |
5,134 |
55,626 |
+760 |
| Jun11 |
100504 |
94.32 |
94.38 |
94.29 |
94.38 |
+0.06 |
1,758 |
42,457 |
-1,053 |
| Sep11 |
100504 |
94.14 |
94.23 |
94.14 |
94.23 |
+0.06 |
2,550 |
24,820 |
+669 |
| Dec11 |
100504 |
94.04 |
94.12 |
94.03 |
94.12 |
+0.07 |
654 |
21,464 |
-43 |
| Mar12 |
100504 |
93.97 |
94.04 |
93.97 |
94.04 |
+0.07 |
356 |
10,270 |
+145 |
| Jun12 |
100504 |
93.99 |
94.01 |
93.99 |
94.01 |
+0.08 |
85 |
2,421 |
+75 |
| Sep12 |
100504 |
93.95 |
94.01 |
93.95 |
94.01 |
+0.10 |
60 |
1,931 |
+20 |
| Total Volume and Open Interest |
65,604 |
761,259 |
-22,611 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100504 |
94.21 |
94.26 |
94.20 |
94.25 |
+0.04 |
33,250 |
410,202 |
-3,401 |
| Sep10 |
100504 |
94.25 |
94.25 |
94.25 |
94.25 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
33,250 |
410,202 |
-3,401 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100504 |
94.55 |
94.63 |
94.53 |
94.61 |
+0.05 |
98,167 |
681,276 |
-3,098 |
| Sep10 |
100504 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
98,167 |
681,276 |
-3,098 |
| Gold(CMX) |
| Jun10 |
100504 |
1182.9 |
1192.8 |
1166.9 |
1169.2 |
-14.1 |
120,949 |
339,073 |
+6,895 |
| Aug10 |
100504 |
1184.0 |
1194.1 |
1168.2 |
1170.6 |
-14.1 |
4,322 |
41,429 |
-1 |
| Oct10 |
100504 |
1186.1 |
1192.4 |
1171.4 |
1171.8 |
-14.1 |
811 |
23,100 |
+164 |
| Dec10 |
100504 |
1187.2 |
1196.5 |
1170.9 |
1173.3 |
-14.1 |
3,967 |
43,761 |
+528 |
| Feb11 |
100504 |
1185.0 |
1197.0 |
1175.2 |
1175.2 |
-14.1 |
91 |
17,806 |
+43 |
| Apr11 |
100504 |
1191.3 |
1191.3 |
1177.0 |
1177.2 |
-14.2 |
55 |
12,364 |
+10 |
| Jun11 |
100504 |
541.4 |
541.4 |
523.9 |
524.3 |
-14.3 |
383 |
7,526 |
+180 |
| Aug11 |
100504 |
1182.6 |
1182.6 |
1182.6 |
1182.6 |
-14.4 |
290 |
3,813 |
+230 |
| Oct11 |
100504 |
1186.0 |
1186.0 |
1186.0 |
1186.0 |
-14.6 |
115 |
6,374 |
-101 |
| Dec11 |
100504 |
1206.7 |
1212.8 |
1189.7 |
1189.7 |
-14.6 |
984 |
14,118 |
-6 |
| Feb12 |
100504 |
1194.0 |
1194.0 |
1194.0 |
1194.0 |
-14.7 |
0 |
3,625 |
+0 |
| Total Volume and Open Interest |
136,323 |
545,340 |
+8,494 |
| Silver(CMX) |
| May10 |
100504 |
1880.5 |
1882.0 |
1779.0 |
1781.8 |
-99.5 |
3,374 |
1,203 |
-2,482 |
| Jul10 |
100504 |
1884.0 |
1885.0 |
1781.0 |
1784.2 |
-99.8 |
31,088 |
80,406 |
+2,943 |
| Sep10 |
100504 |
1878.0 |
1880.0 |
1785.5 |
1786.8 |
-100.1 |
166 |
9,059 |
-11 |
| Dec10 |
100504 |
1889.0 |
1889.0 |
1787.5 |
1790.5 |
-100.2 |
547 |
15,330 |
-223 |
| Mar11 |
100504 |
1833.5 |
1833.5 |
1794.0 |
1794.0 |
-100.5 |
82 |
3,572 |
+16 |
| May11 |
100504 |
1796.4 |
1796.4 |
1796.4 |
1796.4 |
-100.6 |
45 |
2,143 |
+13 |
| Jul11 |
100504 |
1798.8 |
1798.8 |
1798.8 |
1798.8 |
-100.8 |
22 |
3,213 |
+8 |
| Total Volume and Open Interest |
35,674 |
124,216 |
+310 |
| Platinum(NYMEX) |
| Jul10 |
100504 |
1727.0 |
1734.2 |
1669.0 |
1685.8 |
-43.1 |
3,261 |
36,005 |
-296 |
| Oct10 |
100504 |
1723.0 |
1723.0 |
1675.0 |
1689.8 |
-41.9 |
27 |
1,135 |
+17 |
| Jan11 |
100504 |
1691.1 |
1691.1 |
1691.1 |
1691.1 |
-42.2 |
0 |
250 |
+0 |
| Apr11 |
100504 |
1691.1 |
1691.1 |
1691.1 |
1691.1 |
-42.2 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,290 |
37,396 |
-279 |
| Palladium(NYMEX) |
| Jun10 |
100504 |
542.95 |
546.45 |
512.00 |
515.25 |
-33.00 |
3,493 |
23,103 |
+225 |
| Sep10 |
100504 |
544.35 |
544.35 |
513.25 |
516.65 |
-32.95 |
168 |
1,192 |
+79 |
| Dec10 |
100504 |
526.50 |
526.50 |
516.95 |
517.80 |
-32.95 |
21 |
121 |
+12 |
| Total Volume and Open Interest |
3,685 |
24,440 |
+317 |
| Copper(CMX) |
| May10 |
100504 |
327.15 |
330.85 |
316.00 |
316.45 |
-11.40 |
3,137 |
4,398 |
-1,651 |
| Jul10 |
100504 |
329.50 |
332.80 |
317.20 |
317.85 |
-11.50 |
31,879 |
97,786 |
-499 |
| Sep10 |
100504 |
331.00 |
334.25 |
319.15 |
319.60 |
-11.45 |
1,654 |
15,852 |
-164 |
| Dec10 |
100504 |
334.80 |
335.00 |
321.10 |
321.15 |
-11.45 |
1,102 |
11,406 |
+209 |
| Mar11 |
100504 |
331.00 |
331.05 |
321.55 |
322.00 |
-11.45 |
404 |
2,908 |
+152 |
| Total Volume and Open Interest |
38,758 |
147,488 |
-1,852 |
| DJIA Index(CBOT) |
| Jun10 |
100504 |
11097 |
11110 |
10820 |
10892 |
-210 |
2,827 |
10,690 |
+2,244 |
| Sep10 |
100504 |
10833 |
11043 |
10833 |
10833 |
-210 |
0 |
13 |
+0 |
| Dec10 |
100504 |
10775 |
10775 |
10773 |
10773 |
-210 |
0 |
1 |
+0 |
| Mar11 |
100504 |
10718 |
10928 |
10718 |
10718 |
-210 |
|
|
|
| Total Volume and Open Interest |
2,827 |
10,704 |
+2,244 |
| S & P 500(CME) |
| Jun10 |
100504 |
1198.30 |
1199.60 |
1164.00 |
1172.40 |
-26.20 |
22,191 |
307,689 |
+77 |
| Sep10 |
100504 |
1174.10 |
1175.00 |
1160.10 |
1167.90 |
-26.20 |
5 |
7,452 |
+2 |
| Dec10 |
100504 |
1162.00 |
1164.70 |
1155.70 |
1163.50 |
-26.20 |
0 |
3,459 |
+0 |
| Mar11 |
100504 |
1159.60 |
1167.30 |
1151.80 |
1159.60 |
-26.20 |
0 |
377 |
+0 |
| Total Volume and Open Interest |
22,196 |
319,002 |
+79 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100504 |
1198.25 |
1199.75 |
1164.25 |
1172.50 |
-26.00 |
2,897,399 |
2,506,087 |
-6,144 |
| Sep10 |
100504 |
1192.50 |
1194.75 |
1160.00 |
1168.00 |
-26.00 |
3,425 |
23,682 |
+1,171 |
| Total Volume and Open Interest |
2,900,865 |
2,531,954 |
-4,959 |
| NASDAQ 100(CME) |
| Jun10 |
100504 |
2025.00 |
2028.00 |
1953.00 |
1969.50 |
-57.50 |
1,627 |
20,686 |
+983 |
| Sep10 |
100504 |
1968.30 |
1985.00 |
1958.00 |
1968.30 |
-57.20 |
0 |
160 |
+0 |
| Dec10 |
100504 |
1965.80 |
1973.00 |
1965.80 |
1965.80 |
-57.20 |
|
|
|
| Total Volume and Open Interest |
1,627 |
20,846 |
+983 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100504 |
2026.00 |
2028.50 |
1952.30 |
1969.50 |
-57.50 |
341,920 |
376,448 |
-8,943 |
| Sep10 |
100504 |
2024.00 |
2026.30 |
1951.50 |
1968.30 |
-57.20 |
103 |
1,696 |
+37 |
| Total Volume and Open Interest |
342,025 |
378,156 |
-8,905 |
| S & P Midcap 400(CME) |
| Jun10 |
100504 |
822.00 |
822.00 |
806.00 |
813.20 |
-20.00 |
24 |
1,562 |
+10 |
| Sep10 |
100504 |
811.20 |
811.20 |
811.20 |
811.20 |
-20.00 |
|
|
|
| Dec10 |
100504 |
809.20 |
809.20 |
809.20 |
809.20 |
-20.00 |
|
|
|
| Total Volume and Open Interest |
24 |
1,562 |
+10 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100430 |
11005 |
11100 |
10990 |
11005 |
-90 |
22,842 |
47,301 |
+47,301 |
| Sep10 |
100504 |
10800 |
10800 |
10780 |
10780 |
-390 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,640 |
43,406 |
+501 |
| Nikkei 225(SGX) |
| Jun10 |
100430 |
11065 |
11095 |
11035 |
11040 |
+105 |
94,951 |
187,232 |
+1,900 |
| Sep10 |
100430 |
11040 |
11040 |
11040 |
11040 |
+105 |
6 |
355 |
-1 |
| Dec10 |
100430 |
11000 |
11000 |
11000 |
11000 |
+105 |
0 |
968 |
+0 |
| Total Volume and Open Interest |
95,099 |
189,772 |
+1,900 |
| CAC 40(EURONEXT) |
| May10 |
100504 |
3768.0 |
3778.0 |
3617.0 |
3633.5 |
-126.5 |
151,601 |
429,125 |
-2,990 |
| Jun10 |
100504 |
3732.5 |
3745.0 |
3588.0 |
3602.0 |
-126.5 |
2,577 |
59,058 |
+674 |
| Jul10 |
100504 |
3643.0 |
3643.0 |
3595.0 |
3596.5 |
-129.0 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
154,193 |
489,620 |
-2,301 |
| Hang Seng Index(HKFE) |
| May10 |
100504 |
20740 |
20766 |
20480 |
20534 |
-39 |
59,786 |
71,206 |
+1,918 |
| Jun10 |
100504 |
20716 |
20735 |
20470 |
20512 |
-42 |
1,433 |
4,996 |
+168 |
| Total Volume and Open Interest |
61,344 |
77,229 |
+2,101 |
| DAX(EUREX) |
| Jun10 |
100504 |
6182.0 |
6206.0 |
5997.5 |
6016.0 |
-156.0 |
195,531 |
169,469 |
+860 |
| Sep10 |
100504 |
6186.0 |
6211.0 |
6008.0 |
6022.0 |
-156.0 |
328 |
10,189 |
-12 |
| Dec10 |
100504 |
6194.5 |
6219.5 |
6017.0 |
6031.5 |
-155.0 |
289 |
1,209 |
+30 |
| Total Volume and Open Interest |
196,148 |
180,867 |
+878 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100504 |
5507.00 |
5512.00 |
5358.00 |
5376.00 |
-131.50 |
115,210 |
684,605 |
+4,237 |
| Sep10 |
100504 |
5407.00 |
5407.00 |
5320.00 |
5335.00 |
-131.50 |
481 |
1,287 |
+381 |
| Dec10 |
100504 |
5433.00 |
5435.00 |
5309.50 |
5309.50 |
-130.00 |
60 |
2,886 |
+50 |
| Total Volume and Open Interest |
115,751 |
688,778 |
+4,668 |
| SPI 200(SFE) |
| Jun10 |
100504 |
4798.0 |
4828.0 |
4734.0 |
4744.0 |
-51.0 |
28,689 |
210,576 |
+3,430 |
| Sep10 |
100504 |
4799.0 |
4799.0 |
4725.0 |
4732.0 |
-51.0 |
312 |
2,764 |
+184 |
| Dec10 |
100504 |
4761.0 |
4761.0 |
4761.0 |
4761.0 |
-51.0 |
100 |
2,636 |
+80 |
| Total Volume and Open Interest |
29,101 |
216,881 |
+3,694 |
| GSCI(CME) |
| May10 |
100504 |
545.00 |
545.25 |
535.00 |
535.50 |
-18.00 |
624 |
19,620 |
-40 |
| Jun10 |
100504 |
555.00 |
555.50 |
545.00 |
545.25 |
-17.25 |
2 |
4 |
+0 |
| Jul10 |
100504 |
551.00 |
558.00 |
551.00 |
551.00 |
-17.50 |
|
|
|
| Total Volume and Open Interest |
626 |
19,624 |
-40 |
| Reuters CCI(ICE) |
| Jun10 |
100504 |
272.30 |
272.30 |
272.30 |
272.30 |
-6.50 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|